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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
239
Theory
228
Prognoseverfahren
197
Forecasting model
191
Capital income
86
Kapitaleinkommen
86
USA
73
Börsenkurs
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72
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69
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35
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34
Non-commercial literature
34
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14
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English
72
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Timmermann, Allan
58
Pesaran, M. Hashem
24
Lunde, Asger
17
Pettenuzzo, Davide
16
Pick, Andreas
11
Hansen, Peter Reinhard
7
Satchell, Stephen
4
Valkanov, Rossen I.
4
Pesaran, Mohammad Hashem
3
Voev, Valeri
3
Zhu, Yinchu
3
Bennedsen, Mikkel
2
Elliott, Graham
2
Pakkanen, Mikko S.
2
Sabbatucci, Riccardo
2
Smith, Simon C.
2
Wright, Jonathan H.
2
Aiolfi, Marco
1
Dijk, Herman K. van
1
Engle, Robert F.
1
Giudice Rodriguez, Marius del
1
Guidolin, Massimo
1
Hounyo, Ulrich
1
Pasaran, M. Hashem
1
Qu, Ritong
1
Smith, Simon
1
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University of Cambridge / Department of Applied Economics
2
Birkbeck College / Department of Economics
1
Centre for Analytical Finance <Århus>
1
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1
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National Bureau of Economic Research
1
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CESifo working papers
5
Cambridge working papers in economics
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
CESifo Working Paper
3
CREATES research paper
3
Discussion papers / CEPR
3
Econometric modelling of durations between economic events
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper series / LSE Financial Markets Group
2
Handbooks in economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers / Brandeis University, Department of Economics and International Business School
2
CESifo Working Paper Series
1
CREATES Research Paper
1
DNB working paper
1
Discussion paper in financial economics : FE
1
Discussion paper series / IZA
1
Econometric theory
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in nonlinear time series econometrics
1
Finance and economics discussion series
1
Global COE Hi-Stat discussion paper series
1
IZA Discussion Papers
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial economics
1
Manchester Business School - Research - Working Papers
1
NBER working paper series
1
No. 496 (2007)
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
PhD thesis / Department of Economics, University of Aarhus
1
The review of economic studies
1
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ECONIS (ZBW)
68
EconStor
3
USB Cologne (business full texts)
1
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1
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
2
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
Saved in:
3
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
(
contributor
);
Timmermann, Allan
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
Saved in:
4
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
5
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
6
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
Saved in:
7
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
8
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
Saved in:
9
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
10
A conjugate gamma model for durations in transaction data
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 5-30)
.
1999
Persistent link: https://www.econbiz.de/10001442374
Saved in:
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